impulse response with forward looking component

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impulse response with forward looking component

Postby dansiena » Wed Jul 28, 2010 3:07 am

I estimated the following panel model for 12 countries using some assumptions that made me possible estimate the 2 equations separately
[1] inflcpih inflcpih(-1) inflcpih(+1) gap(-2) dneer c
[2] gap c gap(-1) (irs(-1)-inflcpih(-1)) lexcher(-1)
I appended the 2 equation to a model.
I now want to inser in the model a toy function for the irs that is the following
[3] irs=1.5*inflcpih(+1)
and I want to create an impulse reponse for this model but I got stuck (becuase of the forward component and becuase I am not sure how to do it in eviews)
How should I prooced?
Thanks a lot for any help

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